Vulcan existed, sort of...
Vulcan was a hypothetical planet supposed to revolve around the Sun inside the orbit of Mercury, invoked to explain certain irregularities in Mercury's orbit. The planet was proposed as a hypothesis in 1859, and abandoned not later than 1915.
But I played ball and voted for Vulcan despite all the nice options (Persephone, Tantalus, Styx.)
When a good options presents itself - volcanically active, orbiting 40 Eridani A - then we can slap the appropriate label on the new candidate.